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基于历史索赔不同分布的信度估计

Credibility Estimator Based on the History Claims with Different Distributions
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摘要 基于加权平衡损失函数和Esscher损失函数,考虑在给定条件下历史时期的保费仅在相互独立的情形时,得到信度因子表达式,并以此给出了下一期的信度保费。 Considering that historical period of the premiums is independent of each other, the credibility factor expression based on the balanced weighted loss function and Esscher loss function is got, and the next issue of the credibility premium is derived.
作者 张强 崔倩倩 张娟
机构地区 石河子大学理学院 廊坊师范学院经济学院
出处 《四川理工学院学报（自然科学版）》 CAS 2013年第1期95-97,共3页 Journal of Sichuan University of Science & Engineering(Natural Science Edition)
关键词 加权平衡损失 Esscher 损失函数 信度因子 balanced weighted loss Esscher loss function credibility factor
分类号 O211 [理学—概率论与数理统计]
  • 相关文献

参考文献10

  • 1Buhlmaan Hans, Gisler Alois. A course in credibilitytheroy and its applications [ M ]. Springer, Netherlands, 2005.
  • 2Hans U Gerber, Ann Arbor.Credibility for Esscher pre- mium[J].Mitleilungen der VSVM,1980,80(3):307-312.
  • 3Pan Maolin, Wang Rongming, Wu Xianyi. On the consis- tency of credibility premiums regarding Esscher principle [J]. Insurance:Mathematical and Economics,2008,42 (1): 119-126.
  • 4Centeno Lourdes. The Bohlmann-Stranb Model with the premium calculated according to the variance principle [J].lnsumnce:Mathematical and Economics,1989,8(1):3- 10.
  • 5Kamps Udo.On a class of premium principles including the Esscher principle[J]. Scandinavian Actuarial Journal, 1998(1):71-85.
  • 6Furmana Edward, Zitikisb Ricardas. Weighted premium calculation principles [J ]. Insurance: Mathematics and Economics,2008,42 (1):850-854.
  • 7王伟,温利民,章溢.Esscher保费原理下信度估计的比较[J].华东师范大学学报（自然科学版）,2010(3):126-133. 被引量：8
  • 8Gomez Deniz Emilio.A generalization of the credibility theory obtained by using the weighted balanced loss function[J]. Mathematics and Economics,2008,42 (2): 850-854.
  • 9温利民,林霞,王静龙.平衡损失函数下的信度模型[J].应用概率统计,2009,25(5):553-560. 被引量：18
  • 10杨涛.广义加权Esscher损失函数下的信度保费[D].乌鲁木齐:新疆大学,2010.

二级参考文献15

  • 1Buhlmann, H., Experience rating and credibility, Astin Bulletin, 4(1967), 199-207.
  • 2Buhlmann, H. and Gisler, A., A Course in Credibility Theory and I~s Applications, Springer, Nether- lands, 2005.
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  • 5Gomez-Deniz, E., A generalization of the credibility theory obtained by using the weighted balanced loss function, Insurance: Mathematics and Economics, 42(2)(2008), 850-854.
  • 6Jewell, W., Credible means axe exact Bayesian for exponential families, Astin Bulletin, 8(1)(1974), 77-90.
  • 7Dey, D.G., Ghosh, M. and Strawderman, W., On estimation with balanced loss functions, Statistics and Probability Letters, 45(1999), 97-101.
  • 8BUHLMANN H,GISLER A.A Course in Credibility Theory and its Applications[M].Netherlands:Springer,2005.
  • 9GERBER H U,ARBOR A.Credibility for Esscher premium[J].Mitleilungen der VSVM,2005,80(3):307-312.
  • 10PAN M,WANG R,WU X.On the consistency of credibility premiums regarding Esscher principle[J].Insurance:Mathematics and Economics,2008,42:119-126.

共引文献23

四川理工学院学报（自然科学版）
2013年 第1期

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